+127.7%
GLD vs UPRO
+222.2%
-94.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -0.9% | +5.3% | +4.5% |
| 3M | -1.1% | +1.9% | -3.0% | -1.4% |
| 6M | -13.8% | +33.1% | -46.9% | -15.6% |
| YTD | +2.6% | +31.8% | -29.1% | +0.5% |
| 1Y | +24.5% | +48.3% | -23.8% | +21.4% |
| All | +127.7% | +222.2% | -94.5% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling